I'm running 4.10s in my 92 with 33s and often wish I had 4.56s.
With 35s be prepared to go big or stay on the road.
You'll need a set of gears and an install kit for front and rear axles. What are you running for traction? Limited slip, locker, open?
Depending on your use, the L/S can work out well out back -- it does not have maximum traction of a full locker, but you also get to drive in and out of the trail on the same axle shafts...
I set up mine tight, with extra shims and a strong spring. They "scratch" going around corners and pull as well as a L/S unit can.
Up front, we've been playing with the Torsen differential. They work really well for something that you would like with max traction, yet be able to steer. Just tap a brake to fully engage and pull both wheels.
Mileage wise -- once going to 35" tires, who cares. If you want mileage, get a ricer... You have an off-road vehicle, with capabilities that mileage-making vehicles don't have. If maximum mileage out of your rig is the foremost thought -- leave it stock, lower it 2", run Amsoil in everything that holds oil, do a proper tune up, add a cold air intake, strip the roof rack or anything that hangs off the vehicle, run solid disk hubcaps, and you should be solidly into the 28 mpg range. Lifted with 35s and 4.56s, you are likely looking at about 15 max, and that is if you keep your foot out of it...